Question: A put option and a call option with an exercise price of $80 and three months to expiration sell for $1.45 and $4.40, respectively. If
A put option and a call option with an exercise price of $80 and three months to expiration sell for $1.45 and $4.40, respectively. If the risk-free rate is 4.6 percent per year, compounded continuously, what is the current stock price? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) A put option and a call option with an exercise price of $80 and three months to expiration sell for $1.45 and $4.40, respectively. If the risk-free rate is 4.6 percent per year, compounded continuously, what is the current stock price? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.)
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